January

Row

January Return

-0.56

January Year to Date Return

-0.56

January Net Asset Value

6.27

Row

Feb

Row

February Return

-0.37

February Year to Date Return

-0.93

February Net Asset Value

6.35

Row

Mar

Row

March Return

-0.72

March Year to Date Return

-1.64

March Net Asset Value

6.33

Row

Year to Date

Row

Last Month Return

-0.37

Year to Date Return

-1.65

Net Asset Value

6.35

Row

History

Row

Last Month Return

-0.72

Year to Date Return

-1.65

Net Asset Value

6.33

Row

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2019 -2.70 1.38 -1.86 2.94 -0.37 0.98 -1.37 1.69 -3.88 -0.96 0.54 -0.62 -4.35
2020 6.15 1.98 7.02 -0.44 -3.32 1.02 -0.54 -0.83 -4.36 -0.97 -1.53 0.75 4.40
2021 -0.56 -0.37 -0.72 NA NA NA NA NA NA NA NA NA -1.64

Risk Statistics

Row

Sharpe

-0.08

Sortino

-0.17

Omega

-0.03

Skewness

0.81

Kurtosis

1.17

Row

Time Window Analysis

Statistic 1 Month 3 Month 6 Month 1 Year 2 Year
Best 7.02 15.85 18.50 14.45 2.08
Worst -4.36 -7.86 -11.26 -11.34 -0.15
Average -0.03 0.17 0.55 4.19 0.93
Median -0.53 -1.05 0.05 5.05 0.89
Last -0.72 -1.62 -3.35 -11.34 1.47
Winning (%) 40.74 36.00 50.00 75.00 75.00
Avg. Pos. Period 2.44 6.07 7.24 7.44 1.29
Avg. Neg. Period -1.73 -3.14 -6.15 -5.57 -0.15
# Of Periods 27.00 25.00 22.00 16.00 4.00

Risk Statistics

Statistic Value
Annualized Std.Deviation 9.32
Maximum Drawdown 13.40
Month to Recover 12.00
Worst Month -4.36
Losing Months (%) 59.26
Average Losing Month -1.73
Loss Deviation 1.35
Correlation vs MSCI World TR -0.34
Correlation vs Bloomberg Agri -0.48

Return Statistics

Statistic Value
Last Month -0.72
Year To Date -1.62
3 Month ROR -1.62
12 Month ROR -11.34
36 Month ROR NA
Total Return -1.77
Compound ROR -0.79
Best Month 7.02
Winning Months (%) 40.74

Row

Drawdown Report

Number Depth (%) Length (Months) Recovery (Months) Start End
1 -13.40 12 NA 2020-05-31 NA
2 -4.89 5 1 2019-09-30 2020-01-31
3 -3.19 6 3 2019-01-31 2019-06-30
4 -1.37 2 1 2019-07-30 2019-08-30

Monte Carlo Risk

Row

Best Draw

5.72

Worst Draw

22.79

Average Draw

11.66

Row